NYMEX Natural Gas Future June 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
2.035 |
1.967 |
-0.068 |
-3.3% |
2.024 |
High |
2.072 |
2.003 |
-0.069 |
-3.3% |
2.132 |
Low |
1.959 |
1.954 |
-0.005 |
-0.3% |
1.976 |
Close |
1.974 |
1.989 |
0.015 |
0.8% |
2.085 |
Range |
0.113 |
0.049 |
-0.064 |
-56.6% |
0.156 |
ATR |
0.077 |
0.075 |
-0.002 |
-2.6% |
0.000 |
Volume |
28,480 |
25,263 |
-3,217 |
-11.3% |
125,013 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.129 |
2.108 |
2.016 |
|
R3 |
2.080 |
2.059 |
2.002 |
|
R2 |
2.031 |
2.031 |
1.998 |
|
R1 |
2.010 |
2.010 |
1.993 |
2.021 |
PP |
1.982 |
1.982 |
1.982 |
1.987 |
S1 |
1.961 |
1.961 |
1.985 |
1.972 |
S2 |
1.933 |
1.933 |
1.980 |
|
S3 |
1.884 |
1.912 |
1.976 |
|
S4 |
1.835 |
1.863 |
1.962 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.532 |
2.465 |
2.171 |
|
R3 |
2.376 |
2.309 |
2.128 |
|
R2 |
2.220 |
2.220 |
2.114 |
|
R1 |
2.153 |
2.153 |
2.099 |
2.187 |
PP |
2.064 |
2.064 |
2.064 |
2.081 |
S1 |
1.997 |
1.997 |
2.071 |
2.031 |
S2 |
1.908 |
1.908 |
2.056 |
|
S3 |
1.752 |
1.841 |
2.042 |
|
S4 |
1.596 |
1.685 |
1.999 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.132 |
1.954 |
0.178 |
8.9% |
0.082 |
4.1% |
20% |
False |
True |
27,818 |
10 |
2.132 |
1.954 |
0.178 |
8.9% |
0.079 |
4.0% |
20% |
False |
True |
26,341 |
20 |
2.132 |
1.844 |
0.288 |
14.5% |
0.074 |
3.7% |
50% |
False |
False |
29,301 |
40 |
2.413 |
1.844 |
0.569 |
28.6% |
0.070 |
3.5% |
25% |
False |
False |
23,018 |
60 |
2.593 |
1.844 |
0.749 |
37.7% |
0.073 |
3.6% |
19% |
False |
False |
19,029 |
80 |
2.593 |
1.844 |
0.749 |
37.7% |
0.069 |
3.5% |
19% |
False |
False |
16,088 |
100 |
2.642 |
1.844 |
0.798 |
40.1% |
0.067 |
3.4% |
18% |
False |
False |
13,537 |
120 |
2.787 |
1.844 |
0.943 |
47.4% |
0.063 |
3.2% |
15% |
False |
False |
11,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.211 |
2.618 |
2.131 |
1.618 |
2.082 |
1.000 |
2.052 |
0.618 |
2.033 |
HIGH |
2.003 |
0.618 |
1.984 |
0.500 |
1.979 |
0.382 |
1.973 |
LOW |
1.954 |
0.618 |
1.924 |
1.000 |
1.905 |
1.618 |
1.875 |
2.618 |
1.826 |
4.250 |
1.746 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.986 |
2.013 |
PP |
1.982 |
2.005 |
S1 |
1.979 |
1.997 |
|